100% agree. One useful exercise (once you understand all the algebra) is to show that when your measurement noise is extremely small, your estimate is just your

100% agree. One useful exercise (once you understand all the algebra) is to show that when your measurement noise is extremely small, your estimate is just your current observation. Then show that when your dynamics noise is small, your estimate is just your prior prediction. Easy enough in one dimension, surprisingly hard in several dimensions. Even after all that, could I explain what the Kalman gain is to a ten year old? Not a chance.